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Devon Energy Corporation DVN

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-20T14:15:30.484Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T14:15:29.88689462Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T14:07:35.658577+00:00

Share price$50.69
1D-2.0%
$50.57$50.90$51.23$51.56$51.895:30 AM6:30 AM9:00 AM1:00 PMDVN
Sold putSold call

Devon Energy Corporation options

Live interpolated DVN call and put midpoint premiums by absolute delta.Devon Energy Corporation$0.14$0.87$1.61$2.34$3.08$48.26$49.55$50.85$52.15$53.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DVN spot · $50.69DVN PRICE$0.23$0.30$0.39$0.48$0.58$0.68$0.83$0.97$1.12$1.28$1.48$1.84$2.87$0.22$0.28$0.37$0.46$0.56$0.67$0.78$0.89$1.05$1.21$1.37$1.53
PutsExpensive1.13×
CallsExpensive1.24×
SkewBullish-6.69 pp
Implied moveBullish±$1.61
TiltBullish16.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.5243.7%4.1%49.1740.9%3.4%
25Δ52.1644.2%3.5%49.4940.6%2.9%
30Δ51.8544.5%3.0%49.7640.9%2.6%
35Δ51.5744.5%2.7%50.0141.2%2.2%
40Δ51.2944.5%2.3%50.2541.0%2.0%
45Δ51.0144.5%2.0%50.4940.9%1.7%
50Δ50.7444.9%1.7%50.7340.7%1.5%
55Δ50.4745.4%1.5%50.9740.5%1.2%
60Δ50.2145.8%1.3%51.2240.2%1.0%
65Δ49.9446.2%1.0%51.4739.9%0.8%
70Δ49.6446.2%0.9%51.7239.5%0.7%
75Δ49.2150.1%0.7%51.9739.2%0.5%
80Δ48.2068.5%0.7%

20Δ

Calls
Pseudo strike
52.52
IV
43.7%
B/E move
4.1%
Puts
Pseudo strike
49.17
IV
40.9%
B/E move
3.4%

25Δ

Calls
Pseudo strike
52.16
IV
44.2%
B/E move
3.5%
Puts
Pseudo strike
49.49
IV
40.6%
B/E move
2.9%

30Δ

Calls
Pseudo strike
51.85
IV
44.5%
B/E move
3.0%
Puts
Pseudo strike
49.76
IV
40.9%
B/E move
2.6%

35Δ

Calls
Pseudo strike
51.57
IV
44.5%
B/E move
2.7%
Puts
Pseudo strike
50.01
IV
41.2%
B/E move
2.2%

40Δ

Calls
Pseudo strike
51.29
IV
44.5%
B/E move
2.3%
Puts
Pseudo strike
50.25
IV
41.0%
B/E move
2.0%

45Δ

Calls
Pseudo strike
51.01
IV
44.5%
B/E move
2.0%
Puts
Pseudo strike
50.49
IV
40.9%
B/E move
1.7%

50Δ

Calls
Pseudo strike
50.74
IV
44.9%
B/E move
1.7%
Puts
Pseudo strike
50.73
IV
40.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
50.47
IV
45.4%
B/E move
1.5%
Puts
Pseudo strike
50.97
IV
40.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
50.21
IV
45.8%
B/E move
1.3%
Puts
Pseudo strike
51.22
IV
40.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
49.94
IV
46.2%
B/E move
1.0%
Puts
Pseudo strike
51.47
IV
39.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
49.64
IV
46.2%
B/E move
0.9%
Puts
Pseudo strike
51.72
IV
39.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
49.21
IV
50.1%
B/E move
0.7%
Puts
Pseudo strike
51.97
IV
39.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
48.20
IV
68.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

DVN36.6537.8339.002026-10-19T19:59:40.184000+00:00: 38.84%2026-10-20T13:33:21.087000+00:00: 38.26%2026-10-20T13:40:05.673000+00:00: 37.77%2026-10-20T13:48:28.014000+00:00: 36.81%2026-10-20T13:56:07.281000+00:00: 38.06%2026-10-20T13:56:07.284000+00:00: 38.22%Oct 19Oct 20
Table
ObservationIVSkewImplied move
38.84%0.09 pp9.29%
38.26%-0.52 pp8.94%
37.77%-4.84 pp8.74%
36.81%-3.23 pp8.53%
38.06%-1.43 pp8.91%
38.22%-0.89 pp8.94%